Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.708 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52173.93 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48031.21 Kr¶

PnL: ---------------------------------------> -900.79 Kr¶

DD now: ---------------------------------> -1.782 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:42:20.829771'

Anic Portfolio¶

Today¶

Return: -0.177 %¶

This Week¶

Return: -0.272 %¶

Total portfolio value¶

Return including deposits: 70.804 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Svolder B 35 -1.750000 2266.250000 87.250000 4.000000 2179.000005
Embracer Group B 26 3.900000 745.030000 83.030000 12.540000 661.999988
BHG Group 49 3.180000 715.400000 76.400000 11.960000 638.999984
Vitrolife 3 0.170000 725.400000 48.400000 7.150000 677.000001
Xvivo Perfusion 3 0.680000 886.500000 41.500000 4.910000 845.000001
Biotage 4 0.570000 636.400000 33.400000 5.540000 603.000000
SynAct Pharma 9 1.630000 672.300000 27.300000 4.230000 645.000003
Humana 40 0.580000 696.000000 22.000000 3.260000 674.000000
Addnode Group B 6 0.700000 772.200000 20.200000 2.690000 751.999998
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.250000 707.400000 7.400000 1.060000 699.999999
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Sdiptech B 3 -0.150000 823.800000 1.800000 0.220000 822.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Latour B 2 -0.760000 441.600000 -7.400000 -1.650000 449.000000
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
Fortnox 10 1.480000 658.400000 -9.600000 -1.440000 668.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
NCC B 7 -0.490000 642.250000 -11.750000 -1.800000 653.999997
Investor B 3 -0.370000 645.000000 -13.000000 -1.980000 657.999999
BONESUPPORT HOLDING 10 -0.330000 1210.000000 -14.000000 -1.140000 1224.000000
Nolato B 12 0.190000 628.200000 -19.800000 -3.060000 648.000000
Indutrade 5 0.080000 1300.000000 -20.000000 -1.520000 1320.000000
SCA A 4 -1.500000 577.600000 -21.400000 -3.570000 599.000000
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Balco Group 39 0.640000 1833.000000 -42.000000 -2.240000 1874.999997
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.320000 553.000000 -58.000000 -9.490000 610.999998
Gaming Innovation Group 161 -0.970000 4113.550000 -74.450000 -1.780000 4187.999942
Lundin Gold 7 -1.280000 866.600000 -107.400000 -11.030000 973.999999
Investor A 16 -0.190000 3435.200000 -109.800000 -3.100000 3545.000000
Sedana Medical 135 -1.830000 4212.000000 -119.000000 -2.750000 4330.999935
New Wave B 40 -0.260000 3735.600000 -180.400000 -4.610000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.560000 2645.500000 -321.500000 -10.840000 2966.999993
TOTAL 48035.580000 -896.420000 -1.78321% 48931.999868

Updated:¶

'2023-06-16 09:40:16.164800'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶